5-10 percent, reflecting impact uncertainty. Using hurricane forecasts, we show that landfall uncertainty and potential … forecasts than those from NOAA. Improvements to hurricane forecasts could have economically significant effects in financial …

In this paper, we estimate, model and forecast Realized Range Volatility, a new realized measure and estimator of the … distribution for the innovations. The analysis of the forecast performance during the different periods suggests that including the …

one month. We extend the methodology developed in Maheu and McCurdy (2011) to exploit the information content of intraday …, we show that models considering jumps apart from the continuous component consistently deliver better density forecasts …

indicate that the employment of PH information allows nonlinear and neural network models to better forecast RV during a … (RV) models to improve their forecast performance during turbulent periods. The results of the empirical experimentation …

This paper introduces a parsimonious and yet flexible semiparametric model to forecast financial volatility. The new … accuracy of the alternative models. It is found that the new model generally generates highly competitive forecasts …

effectively incorporate persistent homology (PH) into neural network models to increase their forecast accuracy in predicting … yields statistically significanlty more accurate forecasts than other forecasting models. The proposed model coined as …), NBEATSx-VP demonstrates a minimum 9% improvement in forecast precision compared to benchmark models. Considering Quasi …